NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	2.763	2.638	-0.125	-4.5%	2.912
High	2.789	2.649	-0.140	-5.0%	2.942
Low	2.622	2.547	-0.075	-2.9%	2.500
Close	2.628	2.598	-0.030	-1.1%	2.677
Range	0.167	0.102	-0.065	-38.9%	0.442
ATR	0.155	0.151	-0.004	-2.4%	0.000
Volume	63,441	112,936	49,495	78.0%	395,053

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.904	2.853	2.654
R3	2.802	2.751	2.626
R2	2.700	2.700	2.617
R1	2.649	2.649	2.607	2.624
PP	2.598	2.598	2.598	2.585
S1	2.547	2.547	2.589	2.522
S2	2.496	2.496	2.579
S3	2.394	2.445	2.570
S4	2.292	2.343	2.542

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.032	3.797	2.920
R3	3.590	3.355	2.799
R2	3.148	3.148	2.758
R1	2.913	2.913	2.718	2.810
PP	2.706	2.706	2.706	2.655
S1	2.471	2.471	2.636	2.368
S2	2.264	2.264	2.596
S3	1.822	2.029	2.555
S4	1.380	1.587	2.434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.789	2.500	0.289	11.1%	0.151	5.8%	34%	False	False	81,165
10	2.942	2.500	0.442	17.0%	0.164	6.3%	22%	False	False	84,070
20	3.035	2.438	0.597	23.0%	0.160	6.1%	27%	False	False	75,534
40	3.402	2.438	0.964	37.1%	0.126	4.9%	17%	False	False	52,890
60	3.765	2.438	1.327	51.1%	0.118	4.6%	12%	False	False	44,062
80	4.092	2.438	1.654	63.7%	0.114	4.4%	10%	False	False	38,022
100	4.315	2.438	1.877	72.2%	0.106	4.1%	9%	False	False	33,444
120	4.500	2.438	2.062	79.4%	0.106	4.1%	8%	False	False	29,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.083
2.618	2.916
1.618	2.814
1.000	2.751
0.618	2.712
HIGH	2.649
0.618	2.610
0.500	2.598
0.382	2.586
LOW	2.547
0.618	2.484
1.000	2.445
1.618	2.382
2.618	2.280
4.250	2.114

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	2.598	2.668
PP	2.598	2.645
S1	2.598	2.621

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These figures are updated between 7pm and 10pm EST after a trading day.

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